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	param	t-stat
$ω$	1.4422	7.63
$α$	0.0928	10.27
$β$	0.8929	92.65
$γ_{1}$	0.0047	3.90

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State Street Consumer Discretionary Select Sector SPDR ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses